+503.8%
APP vs RY
+160.6%
+343.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +10.6% | -0.5% | +11.1% | +11.2% |
| 30D | +44.6% | +4.7% | +39.8% | +36.1% |
| 3M | +29.6% | -4.5% | +34.1% | +35.3% |
| 6M | -19.8% | +12.5% | -32.3% | -31.1% |
| YTD | -41.6% | +21.1% | -62.7% | -53.5% |
| 1Y | -32.7% | +38.6% | -71.3% | -54.0% |
| 3Y | +799.0% | +160.2% | +638.9% | +199.7% |
| 5Y | +250.4% | +124.7% | +125.7% | +40.8% |
| All | +503.8% | +160.6% | +343.3% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling